𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Edgeworth expansions for spectral mean estimates with applications to Whittle estimates

✍ Scribed by Daniel Janas


Publisher
Springer Japan
Year
1994
Tongue
English
Weight
609 KB
Volume
46
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


EDGEWORTH EXPANSIONS FOR SPECTRAL DENSIT
✍ Velasco, Carlos ;Robinson, Peter M. πŸ“‚ Article πŸ“… 2001 πŸ› Cambridge University Press 🌐 English βš– 311 KB

We advance the theory that the distribution of beliefs in the market is the most important propagation mechanism of economic volatility. Our model is based on the theory of Rational Beliefs (RB) and Rational Belief Equilibrium (RBE) developed by Kurz (1994Kurz ( , 1997)). We argue that the diverse m

Edgeworth expansions for nonparametric d
✍ Pilar H. GarcΓ­a-SoidΓ‘n; Wenceslao GonzΓ‘lez-Manteiga; JosΓ©M. Prada-SΓ‘nchez πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 963 KB

In this paper, we will investigate thc nonparametric estimation of the distribution function F of an absolutely continuous random variable. Two methods are analyzed: the first one based on the empirical distribution function, expressed in terms of i.i.d, lattice random variables and, secondly, the k